+52.7%
TEL vs BTSG
+389.4%
-336.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.5% | +2.1% | +3.3% |
| 7D | +1.6% | -3.3% | +4.9% | +2.2% |
| 30D | -0.7% | -1.6% | +0.9% | -0.5% |
| 3M | +2.4% | -6.9% | +9.3% | +3.1% |
| 6M | +4.1% | +42.1% | -38.0% | -4.2% |
| YTD | -5.8% | +56.8% | -62.6% | -15.1% |
| 1Y | +0.9% | +109.8% | -108.9% | -14.1% |
| All | +52.7% | +389.4% | -336.7% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BTSG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling